| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1,111.6 |
1,104.3 |
-7.3 |
-0.7% |
1,130.1 |
| High |
1,118.7 |
1,114.9 |
-3.8 |
-0.3% |
1,138.7 |
| Low |
1,103.6 |
1,097.5 |
-6.1 |
-0.6% |
1,097.5 |
| Close |
1,104.5 |
1,113.9 |
9.4 |
0.9% |
1,113.9 |
| Range |
15.1 |
17.4 |
2.3 |
15.2% |
41.2 |
| ATR |
17.0 |
17.0 |
0.0 |
0.2% |
0.0 |
| Volume |
79,471 |
96,043 |
16,572 |
20.9% |
459,899 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,161.0 |
1,154.8 |
1,123.5 |
|
| R3 |
1,143.5 |
1,137.5 |
1,118.8 |
|
| R2 |
1,126.3 |
1,126.3 |
1,117.0 |
|
| R1 |
1,120.0 |
1,120.0 |
1,115.5 |
1,123.0 |
| PP |
1,108.8 |
1,108.8 |
1,108.8 |
1,110.3 |
| S1 |
1,102.8 |
1,102.8 |
1,112.3 |
1,105.8 |
| S2 |
1,091.3 |
1,091.3 |
1,110.8 |
|
| S3 |
1,074.0 |
1,085.3 |
1,109.0 |
|
| S4 |
1,056.5 |
1,067.8 |
1,104.3 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,240.3 |
1,218.3 |
1,136.5 |
|
| R3 |
1,199.0 |
1,177.0 |
1,125.3 |
|
| R2 |
1,158.0 |
1,158.0 |
1,121.5 |
|
| R1 |
1,136.0 |
1,136.0 |
1,117.8 |
1,126.3 |
| PP |
1,116.8 |
1,116.8 |
1,116.8 |
1,112.0 |
| S1 |
1,094.8 |
1,094.8 |
1,110.0 |
1,085.0 |
| S2 |
1,075.5 |
1,075.5 |
1,106.3 |
|
| S3 |
1,034.3 |
1,053.5 |
1,102.5 |
|
| S4 |
993.0 |
1,012.3 |
1,091.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,138.7 |
1,097.5 |
41.2 |
3.7% |
17.8 |
1.6% |
40% |
False |
True |
91,979 |
| 10 |
1,154.4 |
1,097.5 |
56.9 |
5.1% |
17.5 |
1.6% |
29% |
False |
True |
92,532 |
| 20 |
1,154.4 |
1,086.7 |
67.7 |
6.1% |
16.5 |
1.5% |
40% |
False |
False |
87,282 |
| 40 |
1,154.4 |
1,054.2 |
100.2 |
9.0% |
17.3 |
1.5% |
60% |
False |
False |
94,544 |
| 60 |
1,154.4 |
954.3 |
200.1 |
18.0% |
16.5 |
1.5% |
80% |
False |
False |
65,123 |
| 80 |
1,154.4 |
945.2 |
209.2 |
18.8% |
14.8 |
1.3% |
81% |
False |
False |
48,844 |
| 100 |
1,158.6 |
945.2 |
213.4 |
19.2% |
13.0 |
1.2% |
79% |
False |
False |
39,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,188.8 |
|
2.618 |
1,160.5 |
|
1.618 |
1,143.0 |
|
1.000 |
1,132.3 |
|
0.618 |
1,125.8 |
|
HIGH |
1,115.0 |
|
0.618 |
1,108.3 |
|
0.500 |
1,106.3 |
|
0.382 |
1,104.3 |
|
LOW |
1,097.5 |
|
0.618 |
1,086.8 |
|
1.000 |
1,080.0 |
|
1.618 |
1,069.3 |
|
2.618 |
1,052.0 |
|
4.250 |
1,023.5 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,111.3 |
1,112.8 |
| PP |
1,108.8 |
1,111.5 |
| S1 |
1,106.3 |
1,110.3 |
|